37.90Open39.20Pre Close1 Volume17 Open Interest975.00Strike Price3.79KTurnover35.45%IV0.75%PremiumNov 22, 2024Expiry Date30.34Intrinsic Value100Multiplier3DDays to Expiry7.56Extrinsic Value100Contract SizeAmericanOptions Type0.8164Delta0.0075Gamma29.27Leverage Ratio-1.4200Theta0.0772Rho23.89Eff Leverage0.2646Vega